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orderbook: consolidate slice array types to orderbook package (#1992)

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* orderbook: consolidate slice array types to orderbook package

* Update exchanges/bybit/bybit_types.go

Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>

* linter: fix and add test

* cranktakular: nits

* cranktakular: nits

* Update exchanges/orderbook/orderbook_types.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/gateio/gateio_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nits consolidation

* gk: rm unifySpotOrderbook func

* gk: nit but different

* linter: fix

* gk: nits

* glorious: nits

* Update exchanges/binance/binance.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update exchanges/binance/binance_cfutures.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update exchanges/binanceus/binanceus.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* thrasher-:nits

* thrasher-: more nit

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
This commit is contained in:
Ryan O'Hara-Reid
2025-10-02 14:22:20 +10:00
committed by GitHub
parent eb60a3c40e
commit ac91fabcd5
43 changed files with 413 additions and 854 deletions
Download Patch File Download Diff File Expand all files Collapse all files

30
exchanges/gateio/gateio_wrapper.go
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@@ -670,34 +670,24 @@ func (e *Exchange) UpdateOrderbookWithLimit(ctx context.Context, p currency.Pair
if err != nil {
return nil, err
}
book := &orderbook.Book{
ob := &orderbook.Book{
Exchange: e.Name,
Asset: a,
ValidateOrderbook: e.ValidateOrderbook,
Pair: p.Upper(),
Pair: p,
LastUpdateID: o.ID,
LastUpdated: o.Update.Time(),
LastPushed: o.Current.Time(),
Bids: o.Bids.Levels(),
Asks: o.Asks.Levels(),
}
book.Bids = make(orderbook.Levels, len(o.Bids))
for x := range o.Bids {
book.Bids[x] = orderbook.Level{
Amount: o.Bids[x].Amount.Float64(),
Price: o.Bids[x].Price.Float64(),
}
if err := ob.Process(); err != nil {
return nil, err
}
book.Asks = make(orderbook.Levels, len(o.Asks))
for x := range o.Asks {
book.Asks[x] = orderbook.Level{
Amount: o.Asks[x].Amount.Float64(),
Price: o.Asks[x].Price.Float64(),
}
}
err = book.Process()
if err != nil {
return book, err
}
return orderbook.Get(e.Name, book.Pair, a)
return orderbook.Get(e.Name, p, a)
}
// UpdateAccountInfo retrieves balances for all enabled currencies for the